Mid-session IV Report January 31, 2025

Mid-session IV Report January 31, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: AI ZI AMBA SNOW TLN ASAN PENN DELL HNST ZM ZS NTAP ESTC BBWI CART SE AVGO WDAY OKTA CRM HPE DOCU DPZ EDR ADSK CRH CPB JNPR TJX ABCC RCAT NVDA ZETA PLCE

Popular stocks with increasing volume: INTC BABA AVGO MSTR PLTR UPS SOFI COIN MU AAL
Active options: NVDA TSLA MSFT AAPL META INTC BABA AVGO AMD MSTR PLTR GOOGL UPS SOFI COIN MARA MU AAL RIOT

Apple (AAPL) February 7 weekly call option implied volatility is at 26, February is at 24; compared to its 52-week range of 16 to 37. Call put ratio 1.4 calls to 1 put with a focus on February 7 weekly options as share price up 1.4% after quarter results and outlook.

NVIDIA (NVDA) 30-day option implied volatility is at 71; compared to its 52-week range of 33 to 89. Call put ratio 2.6 calls to 1 put with a focus on January 31 weekly and February 7 weekly calls.

Option IV into quarter results

Palantir (PLTR) February 4 weekly call option implied volatility is at 126, February is at 87; compared to its 52-week range of 37 to 87 into the expected release of quarter results after the bell on February 3. Call put ratio 2.2 calls to 1 put as share price up 4.2%.

NXP Semiconductors (NXPI) February 4 weekly call option implied volatility is at 53, February is at 42; compared to its 52-week range of 25 to 49 into the expected release of quarter results after the bell on February 3. Call put ratio 1 call to 4.2 puts with a focus on January 31 weekly puts.

Tyson Foods (TSN) February call option implied volatility is at 34, March is at 27; compared to its 52-week range of 15 to 37 into the expected release of quarter results before the bell on February 3. Call put ratio 6.9 calls to 1 put with a focus on March 62.50 calls.

Clorox (CLX) February call option implied volatility is at 35, March is at 26; compared to its 52-week range of 15 to 33 into the expected release of quarter results after the bell on February 3.

Tempus AI (TEM) February 4 weekly call option implied volatility is at 115, February is at 112; compared to its 52-week range of 62 to 128 into the expected release of quarter results on February 3. Call put ratio 5.5 calls to 1 put with a focus on July 70 calls.

Kyndryl (KD) February call option implied volatility is at 74, March is at 55; compared to its 52-week range of 28 to 73 into the expected release of quarter results after the bell on February 3.

Alphabet (GOOG) February 4 weekly call option implied volatility is at 57, February is at 39; compared to its 52-week range of 21 to 40 into the expected release of quarter results after the bell on February 4. Call put ratio 2.6 calls to 1 put with a focus on April 220 calls.

Merck (MRK) February 4 weekly call option implied volatility is at 47, February is at 32; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on February 4. Call put ratio 3.1 calls to 1 put with a focus on January 2027 100 calls.

AMD (AMD) February 4 weekly call option implied volatility is at 79, February is at 57; compared to its 52-week range of 35 to 64 into the expected release of quarter results after the bell on February 4. Call put ratio 2.2 calls to 1 put with a focus on January 31 weekly 118 puts, June 105 puts.

Options with decreasing option implied volatility: LC NNE SOFI TEAM VFC NXT DT SBUX DECK FLG TER META IBM PARA TEVA STM QRVO RTX TMUS T AAPL DHR ADP
Increasing unusual option volume: AVTR LITM ARMK XFOR PLBY LXRX TEAM DECK EA VSTS PII AJG AESI TRIP JBLU NARI CLS BKR PPG VRTX CHTR
Increasing unusual call option volume: AVTR TEAM EA XFOR PLBY LXRX LITM VRTX DECK JBLU CLS PII MUR VSTS NARI TRIP REAL BKR
Increasing unusual put option volume: DECK PPG CAH PII IP EXE KMB TEAM CIFR TRIP TTWO WBA BKR CMA